Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.553 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47435.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46037.06 Kr¶

PnL: ---------------------------------------> -851.51 Kr¶

DD now: ---------------------------------> -2.457 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:26:26.643975'

Anic Portfolio¶

Today¶

Return: 0.265 %¶

This Week¶

Return: -0.997 %¶

Total¶

Return: 55.29 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.130000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 -0.710000 785.200000 112.200000 16.670000 673.000000
SAAB B 8 -0.330000 3432.000000 55.000000 1.630000 3377.000000
Nordea Bank Abp 29 0.680000 3507.260000 53.260000 1.540000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.740000 392.700000 37.700000 10.620000 355.000000
Intrum 4 2.170000 556.600000 29.600000 5.620000 527.000000
Resurs Holding 22 1.040000 599.940000 25.940000 4.520000 573.999998
Corem Property Group B 59 0.200000 600.030000 23.030000 3.990000 576.999999
Boozt 12 0.140000 1674.000000 20.000000 1.210000 1653.999996
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
AcadeMedia 12 -0.870000 573.600000 16.600000 2.980000 557.000004
Swedbank A 3 0.700000 579.900000 15.900000 2.820000 564.000000
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 0.960000 581.640000 11.640000 2.040000 570.000000
Coor Service Management Hold. 8 0.600000 538.800000 6.800000 1.280000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.950000 251.520000 5.520000 2.240000 246.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.100000 581.400000 4.400000 0.760000 577.000002
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 4.350000 576.000000 -18.570000 -3.120000 594.565215
Essity B 2 0.180000 550.200000 -23.800000 -4.150000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.300000 2766.400000 -204.600000 -6.890000 2971.000006
OX2 18 0.250000 1422.000000 -242.000000 -14.540000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46037.060000 -851.510000 -2.45701% 46888.564618

Updated:¶

'2023-01-27 10:26:40.056833'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶